Goldman Sachs Call 2800 HMI 21.02.../  DE000GJ81G25  /

EUWAX
1/9/2025  10:22:57 AM Chg.- Bid4:23:42 PM Ask4:23:42 PM Underlying Strike price Expiration date Option type
0.110EUR - 0.120
Bid Size: 10,000
0.170
Ask Size: 10,000
HERMES INTERNATIONAL... 2,800.00 EUR 2/21/2025 Call
 

Master data

WKN: GJ81G2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HERMES INTERNATIONAL O.N.
Type: Warrant
Option type: Call
Strike price: 2,800.00 EUR
Maturity: 2/21/2025
Issue date: 12/9/2024
Last trading day: 2/20/2025
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 77.68
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.26
Parity: -4.23
Time value: 0.31
Break-even: 2,830.60
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 3.56
Spread abs.: 0.20
Spread %: 188.68%
Delta: 0.17
Theta: -1.12
Omega: 13.03
Rho: 0.42
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.50%
1 Month     0.00%
3 Months     -
YTD  
+22.22%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.080
1M High / 1M Low: 0.110 0.080
6M High / 6M Low: - -
High (YTD): 1/9/2025 0.110
Low (YTD): 1/6/2025 0.080
52W High: - -
52W Low: - -
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.099
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -